1 Mar 2010
A number of simulation algorithms are proposed for generation of correlated Rayleigh random variables. David J.Young and Norman C Beaulieu proposed a method in their paper titled "The Generation of Correlated Rayleigh Random Variates by Inverse Discrete Fourier Transform" based on the inverse discrete Fourier transform (IDFT). It is a modification of the Smith's algorithm which is normally used for Rayleigh fading simulation. This method requires exactly one-half the number of IDFT operations and roughly two-thirds the computer memory of the original method - as the authors of the paper claims.
Read more: http://gaussianwaves.blogspot.com/2010/02/rayleigh-fading-simulation-youngs-model.html#ixz...